Derivative securities /

The basics. The binomial model. The black-scholes model and extensions. Interest rate contracts, the HJM model, and extensions. Exotics.

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Bibliographic Details
Main Author: Jarrow, Robert A.
Other Authors: Turnbull, Stuart.
Format: Book
Language:English
Published: Cincinnati, OH : South-Western College, 2000.
Edition:2nd ed.
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